Hi Cardisa, I just noticed your question. I happen to be in the office today, which is kind of rare, so I can answer you right away. Well, definitely not natural woods such as yellow or white pine or any hard wood.
You want to use treated lumber for the structural part due to it's resistance to weather degradation and termite infiltration. You can use this type of lumber also for the floor and railings as well. Many people like to upgrade the floor and railings to cedar or some kind of composite material like Trex decking. The reason cedar is good to use is because it generally last for a long time despite being exposed to nature. It is a natural insect repellent so it is not at risk from them. Cedar's downside in my experience is that it has a tendency to absorb moisture and when it does it retains that moisture for a very long time. To avoid this I recommend that you seal it with either a Thompson's sealer or use my personal favorite type of decking stain or paint known as Deckscape from sherwin williams.
Thanks for your inquiry, If I have been helpful to you in any way please 'Like' my facebook page known as Seward's Contracting obviously on facebook. Thanks, respectfully, Marty Seward.